Though there may be certain issues that divide Malaysians, the one subject that brings them all together is Bali. All Malaysians will at one point or another in their lives, visit the Indonesian island of Bali. The geographic proximity and generous exchange rate make it an attractive destination for Malaysians, not to mention the fact that Malaysians are more highly regarded on the island as opposed to their status at Western vacation spots.
All Malaysians who have visited the island for holiday will return with the exact same experience but believe theirs to be unique, profound and "life changing". The Malaysian will then proceed to bore his friends with stories and pictures of failed surfing attempts, temple visitations, fungi induced bouts of hallucination and of course, shopping.
Malaysians love Bali for various reasons, but chief among them is the fact that they can return home to relate how all the culture and symbolism gave them an epiphany on how they should enjoy the simplicities of life and not chase material obsessions. They will also tell you that at sometime in the future they wish to retire to live in a house by the beach in Bali and run a surf shop. This newly acquired perspective normally lasts until someone else comes back from Bali with their own inspiring story. The person who went earlier will then lament that Bali is now too commercialized, bland and "full of tourists".
When encountering a situation in which you need to start a conversation with a Malaysian, mention that you have never been to Bali before and would very much like to go. They will then rattle on about their favourite Balinese food/drink ("I acquired a taste for Bintang beer while I was there, it's the only kind I drink now") or their take on Balinese culture ("The nightlife in Kuta is way more vibrant than ours. Nights out just aren't the same for me anymore") but it will be completely about them. This is to your advantage as you do not need to speak and they will like you for letting them talk about themselves as well as allowing them to feel superior to you since you have not been to Bali.
If you have been somewhere more exotic and unexplored than Bali, don't mention it as you will ruin the Malaysian's moment.